diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/import_quotes.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index ede3fb0f..5d2e5fd1 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -111,7 +111,8 @@ def insert_index(engine, workdate): data = pd.read_csv(f, skiprows=2, parse_dates=[0,7], engine='python') data.rename(columns=colmapping, inplace=True) data.dropna(subset=['closeprice'], inplace=True) - data[cols] = data[cols].applymap(lambda x: float(x[:-1]) if x.endswith('%') else x) + for col in cols: + data[col] = data[col].str.replace('%', '').astype('float') data['tenor'] = data['tenor'].apply(lambda x: x.lower()+'r') data['index'] = data['index'].apply(lambda x: name_mapping[x] if x in name_mapping else np.NaN) data = data.dropna(subset=['index']) |